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To better understand the fast urbanisation process in developing regions, we compare trends and test the interlinkages between (internal) in- and out-migration and (international) emigration in different tiers of the settlement hierarchy. We rely on population censuses fielded between 1970 and 2017 in 40 countries, demographic analysis and a consistent definition of urban agglomerations. Across urban areas, in-migration dominates over the entire course of urbanisation. Emigration is initially important – especially in the largest cities and city hinterlands – but declines over time as out-migration increases. In rural border areas, emigration dominates throughout urbanisation, while in the remote countryside, out-migration prevails in early and late stages, with higher emigration in between. These patterns reflect the interlinkages between the two types of movements. In cities and their hinterlands, out-migration enables emigration. In rural areas, emigration and out-migration to the largest city are substitutes, but emigration and out-flows to other cities reinforce each other. Across all settlement tiers – but especially in (large) cities, emigration flows are replaced by in-migration flows and migrants move stepwise, internally then internationally. The findings are interpreted with regards to the role played by geography and the regional diffusion of development. Implications for policy and urbanisation patterns are discussed.